Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 1.87% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 102'982 | 102'982 | 54'694 CHF | 55'724 CHF | 100.00% | 100.00% |
19.11.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 121'284 | 121'284 | 58'772 CHF | 59'985 CHF | 99.89% | 99.89% |
18.11.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'028 CHF | 56'028 CHF | 99.89% | 99.89% |
15.11.2024 | 1.57% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'740 | 99'740 | 62'905 CHF | 63'902 CHF | 100.00% | 100.00% |
14.11.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'430 CHF | 64'430 CHF | 100.00% | 100.00% |
13.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'913 CHF | 55'913 CHF | 100.00% | 100.00% |
12.11.2024 | 1.59% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 98'358 | 98'357 | 61'516 CHF | 62'500 CHF | 99.69% | 99.69% |
11.11.2024 | 1.41% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'535 | 75'535 | 53'223 CHF | 53'979 CHF | 99.85% | 99.85% |
08.11.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'062 CHF | 60'062 CHF | 100.00% | 100.00% |
07.11.2024 | 1.84% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'248 | 100'247 | 54'193 CHF | 55'195 CHF | 99.91% | 99.91% |